-72.2%
TTD vs VALE
+60.7%
-132.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | +6.3% | +1.6% | +4.7% | +6.5% |
| 30D | -23.9% | +5.1% | -29.0% | -23.4% |
| 3M | -31.4% | -0.4% | -31.0% | -31.2% |
| 6M | -42.7% | -2.2% | -40.5% | -42.5% |
| YTD | -62.0% | +20.5% | -82.5% | -63.3% |
| 1Y | -72.2% | +61.2% | -133.4% | -72.5% |
| All | -72.2% | +60.7% | -132.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling